4. Estimating and Testing Single Equations
The estimation and testing of macroeconometric models is discussed in Chapters 4 and 7 of the 1994 book and Chapter 6 of the 1984 book. These chapters have not been transferred to html, and so they must be read in pdf format.

The following is the list of sections in Chapter 4 of the 1994 book:

4.1 Notation
4.2 Two Stage Least Squares
4.3 Estimation of Equations with Rational Expectations
4.4 Two Stage Least Absolute Deviations
4.5 Chi-Square Tests
4.6 Stability Tests
4.7 Tests of Age Distribution Effects